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AMC
2011
14 years 4 months ago
Approximate inverse-free preconditioners for Toeplitz matrices
In this paper, we propose approximate inverse-free preconditioners for solving Toeplitz systems. The preconditioners are constructed based on the famous Gohberg-Sememcul formula. ...
You-Wei Wen, Wai-Ki Ching, Michael Ng
MOR
2007
140views more  MOR 2007»
14 years 9 months ago
Adaptive Control Variates for Finite-Horizon Simulation
Adaptive Monte Carlo methods are simulation efficiency improvement techniques designed to adaptively tune simulation estimators. Most of the work on adaptive Monte Carlo methods h...
Sujin Kim, Shane G. Henderson
JORS
2011
67views more  JORS 2011»
14 years 4 months ago
Robust parameter design optimization of simulation experiments using stochastic perturbation methods
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
A. K. Miranda, E. Del Castillo
69
Voted
DEDS
2008
94views more  DEDS 2008»
14 years 9 months ago
Approximate Simulation Relations for Hybrid Systems
Abstract Approximate simulation relations have recently been introduced as a powerful tool for the approximation of discrete and continuous systems. In this paper, we his abstracti...
Antoine Girard, A. Agung Julius, George J. Pappas
ICASSP
2008
IEEE
15 years 4 months ago
Signal approximation using the bilinear transform
This paper explores the approximation properties of a unique basis expansion, which realizes a bilinear frequency warping between a continuous-time signal and its discrete-time re...
Archana Venkataraman, Alan V. Oppenheim